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https://github.com/softwaredevelop/mql5.git
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Toh4iem9
334 lines
13 KiB
Plaintext
334 lines
13 KiB
Plaintext
//+------------------------------------------------------------------+
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//| Stochastic_Adaptive_Calculator.mqh |
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//| VERSION 2.10: Dynamic Volume-Weighted MA Support (VWMA) |
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//| Copyright 2026, xxxxxxxx |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2026, xxxxxxxx"
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#property version "2.10" // Refactored with overloaded Calculate to support VWMA slowing/signals
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#ifndef STOCHASTIC_ADAPTIVE_CALCULATOR_MQH
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#define STOCHASTIC_ADAPTIVE_CALCULATOR_MQH
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#include <MyIncludes\MovingAverage_Engine.mqh>
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#include <MyIncludes\HeikinAshi_Tools.mqh>
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//+==================================================================+
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//| CLASS 1: CStochasticAdaptiveCalculator |
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//+==================================================================+
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class CStochasticAdaptiveCalculator
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{
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protected:
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int m_er_period, m_min_period, m_max_period;
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//--- Engines for Smoothing
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CMovingAverageCalculator m_slowing_engine;
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CMovingAverageCalculator m_signal_engine;
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//--- Persistent Buffers
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double m_price[];
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double m_er_buffer[];
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double m_nsp_buffer[];
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double m_raw_k[];
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//--- Updated: Accepts start_index
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virtual bool PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
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public:
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CStochasticAdaptiveCalculator(void) {};
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virtual ~CStochasticAdaptiveCalculator(void) {};
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//--- Init now takes ENUM_MA_TYPE
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bool Init(int er_p, int min_p, int max_p, int slow_p, ENUM_MA_TYPE slow_ma, int d_p, ENUM_MA_TYPE d_ma);
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//--- Standard Calculate (Without volume)
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void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
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double &k_buffer[], double &d_buffer[]);
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//--- NEW: Overloaded Calculate (With volume to support VWMA Slowing/Signal)
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void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
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const long &volume[],
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double &k_buffer[], double &d_buffer[]);
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};
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//+------------------------------------------------------------------+
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//| Init |
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//+------------------------------------------------------------------+
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bool CStochasticAdaptiveCalculator::Init(int er_p, int min_p, int max_p, int slow_p, ENUM_MA_TYPE slow_ma, int d_p, ENUM_MA_TYPE d_ma)
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{
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m_er_period = (er_p < 1) ? 1 : er_p;
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m_min_period = (min_p < 1) ? 1 : min_p;
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m_max_period = (max_p <= m_min_period) ? m_min_period + 1 : max_p;
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// Initialize Engines
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if(!m_slowing_engine.Init(slow_p, slow_ma))
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return false;
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if(!m_signal_engine.Init(d_p, d_ma))
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return false;
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return true;
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}
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//+------------------------------------------------------------------+
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//| Calculate (Standard - No Volume) |
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//+------------------------------------------------------------------+
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void CStochasticAdaptiveCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
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double &k_buffer[], double &d_buffer[])
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{
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// Minimum bars check
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if(rates_total <= m_er_period + m_max_period)
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return;
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int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
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// Resize Buffers
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if(ArraySize(m_price) != rates_total)
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{
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ArrayResize(m_price, rates_total);
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ArrayResize(m_er_buffer, rates_total);
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ArrayResize(m_nsp_buffer, rates_total);
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ArrayResize(m_raw_k, rates_total);
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}
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if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
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return;
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//--- 1. Calculate Efficiency Ratio (ER)
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int loop_start_er = MathMax(m_er_period, start_index);
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for(int i = loop_start_er; i < rates_total; i++)
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{
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double direction = MathAbs(m_price[i] - m_price[i - m_er_period]);
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double volatility = 0;
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for(int j = 0; j < m_er_period; j++)
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volatility += MathAbs(m_price[i - j] - m_price[i - j - 1]);
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m_er_buffer[i] = (volatility > 0.000001) ? direction / volatility : 0;
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}
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//--- 2. Calculate Adaptive Period (NSP)
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for(int i = loop_start_er; i < rates_total; i++)
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{
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m_nsp_buffer[i] = (int)(m_er_buffer[i] * (m_max_period - m_min_period) + m_min_period);
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if(m_nsp_buffer[i] < 1)
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m_nsp_buffer[i] = 1;
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}
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//--- 3. Calculate Raw %K (Adaptive)
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int raw_k_start = m_er_period + m_max_period - 1;
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int loop_start_k = MathMax(raw_k_start, start_index);
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for(int i = loop_start_k; i < rates_total; i++)
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{
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int current_nsp = (int)m_nsp_buffer[i];
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double highest = m_price[i];
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double lowest = m_price[i];
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// Lookback based on dynamic period
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for(int j = 1; j < current_nsp; j++)
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{
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if(i-j < 0)
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break;
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highest = MathMax(highest, m_price[i-j]);
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lowest = MathMin(lowest, m_price[i-j]);
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}
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double range = highest - lowest;
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if(range > 0.000001)
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m_raw_k[i] = (m_price[i] - lowest) / range * 100.0;
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else
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m_raw_k[i] = (i > 0) ? m_raw_k[i-1] : 50.0;
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}
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//--- 4. Calculate Slow %K (Main Line) using Slowing Engine (Without Volume)
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m_slowing_engine.CalculateOnArray(rates_total, prev_calculated, m_raw_k, k_buffer, raw_k_start);
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//--- 5. Calculate %D (Signal Line) using Signal Engine (Without Volume)
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int d_offset = raw_k_start + m_slowing_engine.GetPeriod() - 1;
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m_signal_engine.CalculateOnArray(rates_total, prev_calculated, k_buffer, d_buffer, d_offset);
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}
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//+------------------------------------------------------------------+
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//| Calculate (Overloaded - With Volume for VWMA) |
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//+------------------------------------------------------------------+
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void CStochasticAdaptiveCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
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const long &volume[],
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double &k_buffer[], double &d_buffer[])
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{
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// Minimum bars check
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if(rates_total <= m_er_period + m_max_period)
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return;
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int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
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// Resize Buffers
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if(ArraySize(m_price) != rates_total)
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{
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ArrayResize(m_price, rates_total);
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ArrayResize(m_er_buffer, rates_total);
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ArrayResize(m_nsp_buffer, rates_total);
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ArrayResize(m_raw_k, rates_total);
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}
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if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
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return;
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//--- 1. Calculate Efficiency Ratio (ER)
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int loop_start_er = MathMax(m_er_period, start_index);
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for(int i = loop_start_er; i < rates_total; i++)
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{
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double direction = MathAbs(m_price[i] - m_price[i - m_er_period]);
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double volatility = 0;
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for(int j = 0; j < m_er_period; j++)
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volatility += MathAbs(m_price[i - j] - m_price[i - j - 1]);
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m_er_buffer[i] = (volatility > 0.000001) ? direction / volatility : 0;
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}
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//--- 2. Calculate Adaptive Period (NSP)
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for(int i = loop_start_er; i < rates_total; i++)
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{
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m_nsp_buffer[i] = (int)(m_er_buffer[i] * (m_max_period - m_min_period) + m_min_period);
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if(m_nsp_buffer[i] < 1)
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m_nsp_buffer[i] = 1;
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}
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//--- 3. Calculate Raw %K (Adaptive)
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int raw_k_start = m_er_period + m_max_period - 1;
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int loop_start_k = MathMax(raw_k_start, start_index);
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for(int i = loop_start_k; i < rates_total; i++)
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{
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int current_nsp = (int)m_nsp_buffer[i];
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double highest = m_price[i];
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double lowest = m_price[i];
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// Lookback based on dynamic period
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for(int j = 1; j < current_nsp; j++)
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{
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if(i-j < 0)
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break;
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highest = MathMax(highest, m_price[i-j]);
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lowest = MathMin(lowest, m_price[i-j]);
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}
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double range = highest - lowest;
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if(range > 0.000001)
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m_raw_k[i] = (m_price[i] - lowest) / range * 100.0;
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else
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m_raw_k[i] = (i > 0) ? m_raw_k[i-1] : 50.0;
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}
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//--- 4. Convert long volume to double to support VWMA Slowing & Signal
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double vol_double[];
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ArrayResize(vol_double, rates_total);
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for(int j = start_index; j < rates_total; j++)
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vol_double[j] = (double)volume[j];
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//--- 5. Calculate Slow %K (Smoothing Raw %K with Volume)
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m_slowing_engine.CalculateOnArray(rates_total, prev_calculated, m_raw_k, vol_double, k_buffer, raw_k_start);
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//--- 6. Calculate %D (Signal Line with Volume)
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int d_start = raw_k_start + m_slowing_engine.GetPeriod() - 1;
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m_signal_engine.CalculateOnArray(rates_total, prev_calculated, k_buffer, vol_double, d_buffer, d_start);
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}
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//+------------------------------------------------------------------+
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//| Prepare Price (Standard - Optimized) |
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//+------------------------------------------------------------------+
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bool CStochasticAdaptiveCalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
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{
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for(int i = start_index; i < rates_total; i++)
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{
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switch(price_type)
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{
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case PRICE_CLOSE:
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m_price[i] = close[i];
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break;
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case PRICE_OPEN:
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m_price[i] = open[i];
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break;
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case PRICE_HIGH:
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m_price[i] = high[i];
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break;
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case PRICE_LOW:
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m_price[i] = low[i];
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break;
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case PRICE_MEDIAN:
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m_price[i] = (high[i]+low[i])/2.0;
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break;
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case PRICE_TYPICAL:
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m_price[i] = (high[i]+low[i]+close[i])/3.0;
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break;
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case PRICE_WEIGHTED:
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m_price[i] = (high[i]+low[i]+2*close[i])/4.0;
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break;
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default:
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m_price[i] = close[i];
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break;
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}
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}
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return true;
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}
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//+==================================================================+
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//| CLASS 2: CStochasticAdaptiveCalculator_HA |
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//+==================================================================+
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class CStochasticAdaptiveCalculator_HA : public CStochasticAdaptiveCalculator
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{
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private:
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CHeikinAshi_Calculator m_ha_calculator;
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double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
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protected:
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virtual bool PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override;
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};
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//+------------------------------------------------------------------+
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//| Prepare Price (Heikin Ashi) |
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//+------------------------------------------------------------------+
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bool CStochasticAdaptiveCalculator_HA::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
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{
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if(ArraySize(m_ha_open) != rates_total)
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{
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ArrayResize(m_ha_open, rates_total);
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ArrayResize(m_ha_high, rates_total);
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ArrayResize(m_ha_low, rates_total);
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ArrayResize(m_ha_close, rates_total);
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}
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m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_ha_high, m_ha_low, m_ha_close);
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for(int i = start_index; i < rates_total; i++)
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{
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switch(price_type)
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{
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case PRICE_CLOSE:
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m_price[i] = m_ha_close[i];
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break;
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case PRICE_OPEN:
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m_price[i] = m_ha_open[i];
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break;
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case PRICE_HIGH:
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m_price[i] = m_ha_high[i];
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break;
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case PRICE_LOW:
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m_price[i] = m_ha_low[i];
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break;
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case PRICE_MEDIAN:
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m_price[i] = (m_ha_high[i]+m_ha_low[i])/2.0;
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break;
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case PRICE_TYPICAL:
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m_price[i] = (m_ha_high[i]+m_ha_low[i]+m_ha_close[i])/3.0;
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break;
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case PRICE_WEIGHTED:
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m_price[i] = (m_ha_high[i]+m_ha_low[i]+2*m_ha_close[i])/4.0;
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break;
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default:
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m_price[i] = m_ha_close[i];
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break;
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}
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}
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return true;
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}
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#endif // STOCHASTIC_ADAPTIVE_CALCULATOR_MQH
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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